Interest rate changes and stock returns in Spain : a wavelet analysis
Pablo Moya-Martínez; Roman Ferrer-Lapeña; Francisco Escribano-Sotos
| Year of publication: |
2015
|
|---|---|
| Authors: | Moya-Martínez, Pablo ; Ferrer-Lapeña, Roman ; Escribano Sotos, Francisco |
| Published in: |
Business research quarterly : BRQ. - Barcelona [u.a.] : Elsevier España, ISSN 2340-9436, ZDB-ID 2772815-8. - Vol. 18.2015, 2, p. 95-110
|
| Subject: | wavelets | interest rates | stock returns | industry | Haar á trous wavelet | Zins | Interest rate | Kapitaleinkommen | Capital income | Zustandsraummodell | State space model | Spanien | Spain | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010533282